After researching, I had found that female heroes during the late 30s and 40s were less goofy than some people might think, and I admit while there was at least a little bit of goofiness (though really I think this could have applied to heroes in a general sense), they could still very much qualify as "real heroes" and not just sidekicks.
In any case, of the female comic heroes of the 1939-1941 era in particular, there's:
From left to right, top to bottom:
Crimson Rider, Magician from Mars, Alice of the Winged People, Black Widow (Timely Comics), Fantomah, Headless Horseman
Invisible Scarlet O'Neil, Lady Luck, Mighty Woman, Miss X, Red Tornado, Woman in Red
Black Cat, Black Widow (Holyoke Publishing), Blue Lady, Bulletgirl, Flame Girl, Hawkgirl, Kitten, Lady Fairplay, Lady Satan (Harry 'A' Chesler)
Madame Strange, Margo the Magician, Miss America (Quality Comics), Miss Fury, Miss Victory, Mother Hubbard, Nelvana of the Northern Lights, Owl Girl, Pat Patriot
Phantom Lady, Ranger Girl, Rocketgirl, Silver Scorpion, Spider Queen, Super Ann, USA the Spirit of Old Glory, Wildfire, Wonder Woman